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 Electronic Communications in Probability > Vol. 13 (2008) > Paper 45 open journal systems 


Perfect sampling from the limit of deterministic products of stochastic matrices

Örjan Stenflo, Uppsala University


Abstract
We illustrate how a technique from the theory of random iterations of functions can be used within the theory of products of matrices. Using this technique we give a simple proof of a basic theorem about the asymptotic behavior of (deterministic) ``backwards products'' of row-stochastic matrices and present an algorithm for perfect sampling from the limiting common row-vector (interpreted as a probability-distribution).


Full text: PDF

Pages: 474-481

Published on: September 7, 2008
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Electronic Communications in Probability. ISSN: 1083-589X